JPYUSD=X vs. SOYB
JPYUSD=X (JPY/USD) is a currency, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, JPYUSD=X returned -4.16%/yr vs 3.18%/yr for SOYB. At a 0.04 correlation, their price movements are largely independent.
Performance
JPYUSD=X vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, JPYUSD=X achieves a -3.56% return, which is significantly lower than SOYB's 18.39% return. Over the past 10 years, JPYUSD=X has underperformed SOYB with an annualized return of -4.16%, while SOYB has yielded a comparatively higher 3.18% annualized return.
JPYUSD=X
- 1D
- -0.08%
- 1M
- -0.70%
- 6M
- -2.66%
- YTD
- -3.56%
- 1Y
- -8.63%
- 3Y*
- -4.43%
- 5Y*
- -7.45%
- 10Y*
- -4.16%
- ALL TIME*
- -1.72%
SOYB
- 1D
- 1.53%
- 1M
- 6.63%
- 6M
- 17.74%
- YTD
- 18.39%
- 1Y
- 17.72%
- 3Y*
- -3.49%
- 5Y*
- 1.78%
- 10Y*
- 3.18%
- ALL TIME*
- 0.36%
JPYUSD=X vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPYUSD=X JPY/USD | -3.56% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
SOYB Teucrium Soybean Fund | 18.39% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
Correlation
The correlation between JPYUSD=X and SOYB is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.04 |
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Return for Risk
JPYUSD=X vs. SOYB — Risk / Return Rank
JPYUSD=X
SOYB
JPYUSD=X vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and Teucrium Soybean Fund (SOYB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPYUSD=X | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.25 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.03 | -2.73 |
| Martin ratioReturn relative to average drawdown | -1.11 | 5.32 | -6.43 |
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Drawdowns
JPYUSD=X vs. SOYB - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -53.20%, roughly equal to the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and SOYB.
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Drawdown Indicators
| JPYUSD=X | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.20% | -53.76% | +0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -8.78% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -31.01% | +16.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.94% | -31.01% | -1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -38.53% | -33.93% | -4.60% |
Current DrawdownCurrent decline from peak | -53.17% | -11.70% | -41.47% |
Average DrawdownAverage peak-to-trough decline | -27.24% | -25.67% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 3.36% | +3.28% |
Volatility
JPYUSD=X vs. SOYB - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 1.24%, while Teucrium Soybean Fund (SOYB) has a volatility of 4.78%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPYUSD=X | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 4.78% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 4.40% | 9.55% | -5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.27% | 12.99% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.53% | 17.12% | -7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.68% | 16.74% | -8.06% |
Frequently Asked Questions
JPYUSD=X and SOYB have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOYB has higher volatility (4.78%) compared to JPYUSD=X (1.24%). In terms of maximum drawdown, JPYUSD=X dropped -53.20% vs SOYB's -53.76%.
SOYB currently has the higher Sharpe Ratio (1.37 vs -0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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